Understanding the Implied Volatility Surface for Options on a Diversified Index
Year of publication: |
2004
|
---|---|
Authors: | Heath, David ; Platen, Eckhard |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 11.2004, 1, p. 55-77
|
Publisher: |
Springer |
Subject: | index derivatives | minimal market model | random scaling | growth optimal portfolio | fair pricing | binary options |
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